Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,487.38 |
21,348.60 |
-138.78 |
-0.6% |
21,434.68 |
High |
21,487.38 |
21,426.12 |
-61.26 |
-0.3% |
21,506.21 |
Low |
21,197.08 |
21,325.08 |
128.00 |
0.6% |
21,197.08 |
Close |
21,287.03 |
21,349.63 |
62.60 |
0.3% |
21,349.63 |
Range |
290.30 |
101.04 |
-189.26 |
-65.2% |
309.13 |
ATR |
123.13 |
124.27 |
1.14 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,670.06 |
21,610.89 |
21,405.20 |
|
R3 |
21,569.02 |
21,509.85 |
21,377.42 |
|
R2 |
21,467.98 |
21,467.98 |
21,368.15 |
|
R1 |
21,408.81 |
21,408.81 |
21,358.89 |
21,438.40 |
PP |
21,366.94 |
21,366.94 |
21,366.94 |
21,381.74 |
S1 |
21,307.77 |
21,307.77 |
21,340.37 |
21,337.36 |
S2 |
21,265.90 |
21,265.90 |
21,331.11 |
|
S3 |
21,164.86 |
21,206.73 |
21,321.84 |
|
S4 |
21,063.82 |
21,105.69 |
21,294.06 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,278.36 |
22,123.13 |
21,519.65 |
|
R3 |
21,969.23 |
21,814.00 |
21,434.64 |
|
R2 |
21,660.10 |
21,660.10 |
21,406.30 |
|
R1 |
21,504.87 |
21,504.87 |
21,377.97 |
21,427.92 |
PP |
21,350.97 |
21,350.97 |
21,350.97 |
21,312.50 |
S1 |
21,195.74 |
21,195.74 |
21,321.29 |
21,118.79 |
S2 |
21,041.84 |
21,041.84 |
21,292.96 |
|
S3 |
20,732.71 |
20,886.61 |
21,264.62 |
|
S4 |
20,423.58 |
20,577.48 |
21,179.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,506.21 |
21,197.08 |
309.13 |
1.4% |
150.53 |
0.7% |
49% |
False |
False |
|
10 |
21,535.03 |
21,197.08 |
337.95 |
1.6% |
116.85 |
0.5% |
45% |
False |
False |
|
20 |
21,535.03 |
21,113.31 |
421.72 |
2.0% |
104.14 |
0.5% |
56% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
103.28 |
0.5% |
81% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
108.21 |
0.5% |
84% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
114.29 |
0.5% |
84% |
False |
False |
|
100 |
21,535.03 |
20,015.33 |
1,519.70 |
7.1% |
111.74 |
0.5% |
88% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
111.49 |
0.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,855.54 |
2.618 |
21,690.64 |
1.618 |
21,589.60 |
1.000 |
21,527.16 |
0.618 |
21,488.56 |
HIGH |
21,426.12 |
0.618 |
21,387.52 |
0.500 |
21,375.60 |
0.382 |
21,363.68 |
LOW |
21,325.08 |
0.618 |
21,262.64 |
1.000 |
21,224.04 |
1.618 |
21,161.60 |
2.618 |
21,060.56 |
4.250 |
20,895.66 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,375.60 |
21,347.16 |
PP |
21,366.94 |
21,344.70 |
S1 |
21,358.29 |
21,342.23 |
|